| Metric | 11395379:btcusd:triple_med_gx:lsma165_115 | 11395379:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 27.3% | 154.28% |
| Max Drawdown | -28.13% | -67.18% |
| Sharpe | 0.24 | 0.4 |
| Sortino | 0.36 | 0.58 |
| Payoff Ratio | 1.13 | 1.04 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | 0.91 | 1.06 |
| CPC Index | 0.61 | 0.57 |
| Tail Ratio | 0.81 | 0.99 |
| Outlier Win Ratio | 50.98 | 3.34 |
| Outlier Loss Ratio | 3.6 | 3.17 |
| Volatility (ann.) | 9.27% | 26.25% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.27 | 0.48 |
| Skew | 1.01 | 0.18 |
| Kurtosis | 65.95 | 6.46 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.59% | 2.3% |
| Expected Yearly % | 6.22% | 26.28% |
| Kelly Criterion | 2.56% | 4.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.79% | -2.23% |
| Expected Shortfall (cVaR) | -0.79% | -2.23% |
| Year | 11395379:BTCUSD | 11395379:btcusd:triple_med_gx:lsma165_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.44 | -6.67 | 0.11 | + |
| 2023 | 155.54 | 26.56 | 0.17 | - |
| 2024 | 121.00 | 4.08 | 0.03 | - |
| 2025 | 16.76 | 3.54 | 0.21 | - |
| Metric | 11395379:btcusd:triple_med_gx:lsma165_115 | 11395379:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -3.43% | 31.46% |
| 6M | 3.54% | 12.77% |
| YTD | 3.54% | 16.76% |
| 1Y | -8.03% | 56.84% |
| 3Y (ann.) | 13.69% | 55.31% |
| 5Y (ann.) | 7.51% | 32.33% |
| Metric | 11395379:btcusd:triple_med_gx:lsma165_115 | 11395379:BTCUSD |
|---|---|---|
| Max Drawdown | -28.13% | -67.18% |
| Longest DD Days | 611.0 | 683.0 |
| Avg. Drawdown | -5.93% | -7.12% |
| Avg. Drawdown Days | 132.0 | 37.0 |
| Recovery Factor | 0.97 | 2.3 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-19 | 2023-10-23 | -28.13 | 611 |
| 2024-03-05 | 2025-06-11 | -16.28 | 463 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2023-12-19 | 2023-12-20 | -2.62 | 1 |
| 2023-12-20 | 2024-02-28 | -1.13 | 69 |
| 2023-11-11 | 2023-12-18 | -0.96 | 37 |
| 2023-11-09 | 2023-11-10 | -0.54 | 0 |
| 2023-11-08 | 2023-11-08 | -0.40 | 0 |
| 2023-11-07 | 2023-11-07 | -0.18 | 0 |
| Metric | 11395379:btcusd:triple_med_gx:lsma165_115 | 11395379:BTCUSD |
|---|---|---|
| Best Day | 6.58% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 11.71% | 35.75% |
| Worst Week | -16.4% | -29.64% |
| Best Month | 16.86% | 43.77% |
| Worst Month | -16.4% | -37.12% |
| Best Year | 26.56% | 155.54% |
| Worst Year | -6.67% | -61.44% |
| Avg. Up Day | 0.92% | 0.94% |
| Avg. Down Day | -0.82% | -0.9% |
| Avg. Up Week | 3.93% | 7.5% |
| Avg. Down Week | -3.92% | -6.68% |
| Avg. Up Month | 4.98% | 15.92% |
| Avg. Down Month | -4.96% | -14.02% |
| Win Days % | 48.39% | 51.27% |
| Win Month % | 62.86% | 60.98% |
| Win Week % | 56.9% | 50.0% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |